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Lorraine Caplan eNotes educator| Certified Educator

We are not told exactly how poor Lucy Gray dies, but we do know that her parents manage to trace her footprints to the middle of a bridge.  The bridge must be rather primitive because it is described as a "plank." We also know that it is a cold and snowy night when Lucy gets lost, so we can guess that she either died from exposure and fell of the "plank" or in despair or confusion, jumped of the plank.  Because this bridge is very close to Lucy's home, it makes it even sadder that she does not manage to get home or be discovered before she dies.  Of course, at the end of the poem, there is a suggestion that Lucy Gray might still be alive, but this seems to be more of a suggestion that Lucy Gray is haunting the area.